VUG vs. FSPGX
Compare and contrast key facts about Vanguard Growth ETF (VUG) and Fidelity Large Cap Growth Index Fund (FSPGX).
VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. FSPGX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUG or FSPGX.
Performance
VUG vs. FSPGX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VUG having a 30.45% return and FSPGX slightly higher at 30.71%.
VUG
30.45%
4.12%
13.94%
35.92%
19.10%
15.50%
FSPGX
30.71%
4.10%
14.25%
36.35%
19.58%
N/A
Key characteristics
| VUG | FSPGX | |
|---|---|---|
| Sharpe Ratio | 2.13 | 2.16 |
| Sortino Ratio | 2.79 | 2.82 |
| Omega Ratio | 1.39 | 1.40 |
| Calmar Ratio | 2.77 | 2.77 |
| Martin Ratio | 10.92 | 10.84 |
| Ulcer Index | 3.29% | 3.35% |
| Daily Std Dev | 16.83% | 16.80% |
| Max Drawdown | -50.68% | -32.66% |
| Current Drawdown | -1.17% | -1.13% |
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VUG vs. FSPGX - Expense Ratio Comparison
VUG has a 0.04% expense ratio, which is higher than FSPGX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VUG and FSPGX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VUG vs. FSPGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) and Fidelity Large Cap Growth Index Fund (FSPGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
VUG vs. FSPGX - Dividend Comparison
VUG's dividend yield for the trailing twelve months is around 0.49%, more than FSPGX's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.43% | 0.73% | 0.86% | 0.54% | 0.74% | 0.99% | 1.14% | 0.99% | 0.30% | 0.00% | 0.00% | 0.00% |
Drawdowns
VUG vs. FSPGX - Drawdown Comparison
The maximum VUG drawdown since its inception was -50.68%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for VUG and FSPGX. For additional features, visit the drawdowns tool.
Volatility
VUG vs. FSPGX - Volatility Comparison
Vanguard Growth ETF (VUG) and Fidelity Large Cap Growth Index Fund (FSPGX) have volatilities of 5.27% and 5.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.